-85.4%
TTD vs IWD
+68.9%
-154.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.6% |
| 7D | +5.2% | -0.5% | +5.7% | +6.0% |
| 30D | +6.9% | +2.7% | +4.3% | +2.1% |
| 3M | -26.8% | +0.9% | -27.7% | -28.0% |
| 6M | -46.1% | +10.5% | -56.7% | -55.4% |
| YTD | -65.9% | +23.7% | -89.6% | -77.5% |
| 1Y | -71.8% | +28.7% | -100.6% | -82.9% |
| 3Y | -83.3% | +79.7% | -163.0% | -95.2% |
| All | -85.4% | +68.9% | -154.3% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling